Comedian and entrepreneur Bill Murray told CNBC on Friday that the climate in Hollywood has changed following numerous women coming forward to tell their experiences with sexual harassment.

"If people are monstrous, it eventually comes back," Murray said in an interview on "Squawk Box." "We get justice, but we don't get it when we want it. ...This is unusual. People are getting their justice rather quickly."

The #MeToo movement became a social force after The New York Times' blockbuster expose in October revealed a pattern of sexual abuse and unwanted physical contact by disgraced Hollywood mogul Harvey Weinstein.

Katie Kramer | CNBC

Bill Murray

Since late last year, numerous women have come forward to share their stories of alleged sexual harassment and assault from powerful men in Hollywood and politics.

"It's interesting when this kind of movement happens," Murray said. "It creates a kind of compost or fertilizer to make the next stage happen. ... Obviously, things swing back and forth."

Murray, who was interviewed at the AT&T Pebble Beach Pro-Am golf tournament, earned his first Emmy for his work in "Saturday Night Live" and starred in such movies as the '80s "Ghostbusters" films and the 1993 "Groundhog Day."

During his interview, Murray also spoke on his decision to play former White House chief strategist Steve Bannon on "Saturday Night Live."